Maximum Overlapping Discrete Wavelet Methods For Modelling The Saudi Stock Exchange
This study forecasts the stock volatility based on wavelet-based generalized autoregressive conditional heteroscedasticity (GARCH) methods. It builds a forecast model based on GARCH methods, autoregressive integrated moving average (ARIMA) method, and maximum overlap discrete wavelet transform (MODW...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | أطروحة |
| اللغة: | الإنجليزية |
| منشور في: |
2023
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://eprints.usm.my/60278/ |
| Abstract | Abstract here |